+23.8%
PATH vs NTRA
+49.0%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.6% | +14.5% | +2.4% |
| 7D | -5.3% | -25.0% | +19.7% | -0.7% |
| 30D | -0.5% | -21.5% | +20.9% | +3.4% |
| 3M | -7.1% | +17.1% | -24.2% | -10.7% |
| 6M | +23.8% | +44.4% | -20.6% | +17.1% |
| All | +23.8% | +49.0% | -25.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling